EDIT: whoops, didn't see the post above, meh. lol
you need to create folders for each site you play on in your documents. label them "ps HH" or "ft HH"
on the poker client, saving full tilt hand histories will be under the options tab. on ps, I think it will be under the requests tab. click on save hand histories and a box will pop up asking you where you want the hands to go. prompt FT hand to save in your FT folder and same with PS.
On PT3 you basically need to do the same thing, you need to click the configuration tab and tell PT3 where to look for the HH.
that's a little vague but it should do the trick.